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Consider the following information: Expected Standard Portfolio Return Deviation Risk-free 7% 0% Market A 12.8 11.5 34 23 Required: a. Calculate the Sharpe ratios

Consider the following information: Expected Standard Portfolio Return Deviation Risk-free 7% 0% Market A 12.8 11.5 34 23 Required: a. Calculate the Sharpe ratios for the market portfolio and portfolio A. (Round your answers to 2 decimal places. Sharpe Ratio Market portfolio S Portfolio A b. If the simple CAPM is valid, is the above situation possible? Yes No

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